Pages that link to "Item:Q2196212"

The following pages link to Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212):

Displaying 22 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
• Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
• On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
• Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) (← links)
• Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Adaptive group Lasso neural network models for functions of few variables and time-dependent data (Q6049836) (← links)
• The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
• Oracle inequality for sparse trace regression models with exponential \(\beta\)-mixing errors (Q6063342) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
• Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
• Stochastic Saddle Point Problems with Decision-Dependent Distributions (Q6176418) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)